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OSIS vs. ROG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

OSIS vs. ROG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OSI Systems, Inc. (OSIS) and Rogers Corporation (ROG). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%JuneJulyAugustSeptemberOctoberNovember
905.95%
380.65%
OSIS
ROG

Returns By Period

In the year-to-date period, OSIS achieves a 17.90% return, which is significantly higher than ROG's -21.53% return. Over the past 10 years, OSIS has outperformed ROG with an annualized return of 8.17%, while ROG has yielded a comparatively lower 3.72% annualized return.


OSIS

YTD

17.90%

1M

5.04%

6M

8.24%

1Y

28.28%

5Y (annualized)

9.16%

10Y (annualized)

8.17%

ROG

YTD

-21.53%

1M

-0.89%

6M

-12.16%

1Y

-20.41%

5Y (annualized)

-4.16%

10Y (annualized)

3.72%

Fundamentals


OSISROG
Market Cap$2.56B$1.92B
EPS$7.67$2.67
PE Ratio19.9738.51
PEG Ratio1.440.77
Total Revenue (TTM)$1.60B$842.50M
Gross Profit (TTM)$547.08M$282.80M
EBITDA (TTM)$247.50M$105.10M

Key characteristics


OSISROG
Sharpe Ratio1.11-0.66
Sortino Ratio1.70-0.84
Omega Ratio1.200.91
Calmar Ratio2.15-0.33
Martin Ratio6.28-1.27
Ulcer Index5.07%16.78%
Daily Std Dev28.74%32.02%
Max Drawdown-88.44%-80.07%
Current Drawdown-1.38%-62.17%

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Correlation

-0.50.00.51.00.3

The correlation between OSIS and ROG is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

OSIS vs. ROG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OSI Systems, Inc. (OSIS) and Rogers Corporation (ROG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for OSIS, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.11-0.64
The chart of Sortino ratio for OSIS, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.70-0.80
The chart of Omega ratio for OSIS, currently valued at 1.20, compared to the broader market0.501.001.502.001.200.91
The chart of Calmar ratio for OSIS, currently valued at 2.15, compared to the broader market0.002.004.006.002.15-0.32
The chart of Martin ratio for OSIS, currently valued at 6.28, compared to the broader market0.0010.0020.0030.006.28-1.21
OSIS
ROG

The current OSIS Sharpe Ratio is 1.11, which is higher than the ROG Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of OSIS and ROG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
1.11
-0.64
OSIS
ROG

Dividends

OSIS vs. ROG - Dividend Comparison

Neither OSIS nor ROG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OSIS vs. ROG - Drawdown Comparison

The maximum OSIS drawdown since its inception was -88.44%, which is greater than ROG's maximum drawdown of -80.07%. Use the drawdown chart below to compare losses from any high point for OSIS and ROG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.38%
-62.17%
OSIS
ROG

Volatility

OSIS vs. ROG - Volatility Comparison

OSI Systems, Inc. (OSIS) and Rogers Corporation (ROG) have volatilities of 11.57% and 11.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.57%
11.88%
OSIS
ROG

Financials

OSIS vs. ROG - Financials Comparison

This section allows you to compare key financial metrics between OSI Systems, Inc. and Rogers Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items